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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 24 Nov 2007 13:03:31 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/24/t1195934088gt9tnqwnzeiqk11.htm/, Retrieved Fri, 03 May 2024 10:58:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6365, Retrieved Fri, 03 May 2024 10:58:14 +0000

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No (this computation is public)

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Estimated Impact

179

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [Ws9Q2Afcfs2E] [2007-11-24 20:03:31] [142ab5472309a9ae9a3b52678758dc4a] [Current]

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6365&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6365&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6365&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.6811	0
1	-0.37504	-2.8807	0.997239
2	-0.006885	-0.0529	0.520998
3	-0.163344	-1.2547	0.892727
4	0.14727	1.1312	0.131274
5	-0.088528	-0.68	0.750417
6	0.14436	1.1088	0.135998
7	-0.116378	-0.8939	0.812501
8	-0.055076	-0.423	0.663101
9	-0.07485	-0.5749	0.716239
10	0.041537	0.3191	0.375406
11	0.079872	0.6135	0.270949
12	0.036585	0.281	0.389843
13	0.027638	0.2123	0.416307
14	-0.070001	-0.5377	0.703593
15	-0.077107	-0.5923	0.722034
16	0.05768	0.4431	0.329675

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.37504 & -2.8807 & 0.997239 \tabularnewline
2 & -0.006885 & -0.0529 & 0.520998 \tabularnewline
3 & -0.163344 & -1.2547 & 0.892727 \tabularnewline
4 & 0.14727 & 1.1312 & 0.131274 \tabularnewline
5 & -0.088528 & -0.68 & 0.750417 \tabularnewline
6 & 0.14436 & 1.1088 & 0.135998 \tabularnewline
7 & -0.116378 & -0.8939 & 0.812501 \tabularnewline
8 & -0.055076 & -0.423 & 0.663101 \tabularnewline
9 & -0.07485 & -0.5749 & 0.716239 \tabularnewline
10 & 0.041537 & 0.3191 & 0.375406 \tabularnewline
11 & 0.079872 & 0.6135 & 0.270949 \tabularnewline
12 & 0.036585 & 0.281 & 0.389843 \tabularnewline
13 & 0.027638 & 0.2123 & 0.416307 \tabularnewline
14 & -0.070001 & -0.5377 & 0.703593 \tabularnewline
15 & -0.077107 & -0.5923 & 0.722034 \tabularnewline
16 & 0.05768 & 0.4431 & 0.329675 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6365&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]0[/C][C]1[/C][C]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.37504[/C][C]-2.8807[/C][C]0.997239[/C][/ROW]
[ROW][C]2[/C][C]-0.006885[/C][C]-0.0529[/C][C]0.520998[/C][/ROW]
[ROW][C]3[/C][C]-0.163344[/C][C]-1.2547[/C][C]0.892727[/C][/ROW]
[ROW][C]4[/C][C]0.14727[/C][C]1.1312[/C][C]0.131274[/C][/ROW]
[ROW][C]5[/C][C]-0.088528[/C][C]-0.68[/C][C]0.750417[/C][/ROW]
[ROW][C]6[/C][C]0.14436[/C][C]1.1088[/C][C]0.135998[/C][/ROW]
[ROW][C]7[/C][C]-0.116378[/C][C]-0.8939[/C][C]0.812501[/C][/ROW]
[ROW][C]8[/C][C]-0.055076[/C][C]-0.423[/C][C]0.663101[/C][/ROW]
[ROW][C]9[/C][C]-0.07485[/C][C]-0.5749[/C][C]0.716239[/C][/ROW]
[ROW][C]10[/C][C]0.041537[/C][C]0.3191[/C][C]0.375406[/C][/ROW]
[ROW][C]11[/C][C]0.079872[/C][C]0.6135[/C][C]0.270949[/C][/ROW]
[ROW][C]12[/C][C]0.036585[/C][C]0.281[/C][C]0.389843[/C][/ROW]
[ROW][C]13[/C][C]0.027638[/C][C]0.2123[/C][C]0.416307[/C][/ROW]
[ROW][C]14[/C][C]-0.070001[/C][C]-0.5377[/C][C]0.703593[/C][/ROW]
[ROW][C]15[/C][C]-0.077107[/C][C]-0.5923[/C][C]0.722034[/C][/ROW]
[ROW][C]16[/C][C]0.05768[/C][C]0.4431[/C][C]0.329675[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6365&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6365&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.6811	0
1	-0.37504	-2.8807	0.997239
2	-0.006885	-0.0529	0.520998
3	-0.163344	-1.2547	0.892727
4	0.14727	1.1312	0.131274
5	-0.088528	-0.68	0.750417
6	0.14436	1.1088	0.135998
7	-0.116378	-0.8939	0.812501
8	-0.055076	-0.423	0.663101
9	-0.07485	-0.5749	0.716239
10	0.041537	0.3191	0.375406
11	0.079872	0.6135	0.270949
12	0.036585	0.281	0.389843
13	0.027638	0.2123	0.416307
14	-0.070001	-0.5377	0.703593
15	-0.077107	-0.5923	0.722034
16	0.05768	0.4431	0.329675

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.37504	-2.8807	0.997239
1	-0.171689	-1.3188	0.903828
2	-0.276686	-2.1253	0.981119
3	-0.049412	-0.3795	0.647176
4	-0.111518	-0.8566	0.80243
5	0.069245	0.5319	0.298404
6	-0.021134	-0.1623	0.564202
7	-0.133018	-1.0217	0.844459
8	-0.178369	-1.3701	0.912074
9	-0.187842	-1.4428	0.922824
10	-0.043968	-0.3377	0.631616
11	0.020027	0.1538	0.439133
12	0.125071	0.9607	0.170316
13	0.06589	0.5061	0.307333
14	-0.094151	-0.7232	0.763789
15	-0.077555	-0.5957	0.723176
16	-0.116265	-0.8931	0.812271

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.37504 & -2.8807 & 0.997239 \tabularnewline
1 & -0.171689 & -1.3188 & 0.903828 \tabularnewline
2 & -0.276686 & -2.1253 & 0.981119 \tabularnewline
3 & -0.049412 & -0.3795 & 0.647176 \tabularnewline
4 & -0.111518 & -0.8566 & 0.80243 \tabularnewline
5 & 0.069245 & 0.5319 & 0.298404 \tabularnewline
6 & -0.021134 & -0.1623 & 0.564202 \tabularnewline
7 & -0.133018 & -1.0217 & 0.844459 \tabularnewline
8 & -0.178369 & -1.3701 & 0.912074 \tabularnewline
9 & -0.187842 & -1.4428 & 0.922824 \tabularnewline
10 & -0.043968 & -0.3377 & 0.631616 \tabularnewline
11 & 0.020027 & 0.1538 & 0.439133 \tabularnewline
12 & 0.125071 & 0.9607 & 0.170316 \tabularnewline
13 & 0.06589 & 0.5061 & 0.307333 \tabularnewline
14 & -0.094151 & -0.7232 & 0.763789 \tabularnewline
15 & -0.077555 & -0.5957 & 0.723176 \tabularnewline
16 & -0.116265 & -0.8931 & 0.812271 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6365&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]0[/C][C]-0.37504[/C][C]-2.8807[/C][C]0.997239[/C][/ROW]
[ROW][C]1[/C][C]-0.171689[/C][C]-1.3188[/C][C]0.903828[/C][/ROW]
[ROW][C]2[/C][C]-0.276686[/C][C]-2.1253[/C][C]0.981119[/C][/ROW]
[ROW][C]3[/C][C]-0.049412[/C][C]-0.3795[/C][C]0.647176[/C][/ROW]
[ROW][C]4[/C][C]-0.111518[/C][C]-0.8566[/C][C]0.80243[/C][/ROW]
[ROW][C]5[/C][C]0.069245[/C][C]0.5319[/C][C]0.298404[/C][/ROW]
[ROW][C]6[/C][C]-0.021134[/C][C]-0.1623[/C][C]0.564202[/C][/ROW]
[ROW][C]7[/C][C]-0.133018[/C][C]-1.0217[/C][C]0.844459[/C][/ROW]
[ROW][C]8[/C][C]-0.178369[/C][C]-1.3701[/C][C]0.912074[/C][/ROW]
[ROW][C]9[/C][C]-0.187842[/C][C]-1.4428[/C][C]0.922824[/C][/ROW]
[ROW][C]10[/C][C]-0.043968[/C][C]-0.3377[/C][C]0.631616[/C][/ROW]
[ROW][C]11[/C][C]0.020027[/C][C]0.1538[/C][C]0.439133[/C][/ROW]
[ROW][C]12[/C][C]0.125071[/C][C]0.9607[/C][C]0.170316[/C][/ROW]
[ROW][C]13[/C][C]0.06589[/C][C]0.5061[/C][C]0.307333[/C][/ROW]
[ROW][C]14[/C][C]-0.094151[/C][C]-0.7232[/C][C]0.763789[/C][/ROW]
[ROW][C]15[/C][C]-0.077555[/C][C]-0.5957[/C][C]0.723176[/C][/ROW]
[ROW][C]16[/C][C]-0.116265[/C][C]-0.8931[/C][C]0.812271[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6365&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6365&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.37504	-2.8807	0.997239
1	-0.171689	-1.3188	0.903828
2	-0.276686	-2.1253	0.981119
3	-0.049412	-0.3795	0.647176
4	-0.111518	-0.8566	0.80243
5	0.069245	0.5319	0.298404
6	-0.021134	-0.1623	0.564202
7	-0.133018	-1.0217	0.844459
8	-0.178369	-1.3701	0.912074
9	-0.187842	-1.4428	0.922824
10	-0.043968	-0.3377	0.631616
11	0.020027	0.1538	0.439133
12	0.125071	0.9607	0.170316
13	0.06589	0.5061	0.307333
14	-0.094151	-0.7232	0.763789
15	-0.077555	-0.5957	0.723176
16	-0.116265	-0.8931	0.812271

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 0.8 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 0.8 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

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